If it is a vine variety rather than a bush variety of cuke it should be fine. Tying a stake to it will just do more damage. What works best as a wind protection for small plants is something that surrounds them to block the wind. Some use 1/2 of a gallon gallon milk jug or a cut off liter pop bottle.

homemade cloches

Dave

A lot of times plants can survive wind damage and small hail damage if you don't fool with them. My brocoli cauliflower and cabbage seedlings got pretty beat up about 2 weeks ago by a sudden 5 minute downpour of tons of peas sized hail. They were pretty torn and beat up but have recovered rather quickly.